Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929723.8148 | 915367.9861 | 14355.8287 | 14824990.5436 | 15309198.8407 | -484208.2971 |
Total P&L (%) | 929.7238 | 915.368 | 14.3558 | 14824.9905 | 15309.1988 | -484.2083 |
Avg Daily Profit (%) | 0.5002 | 0.4924 | 0.0077 | 0.2697 | 0.2714 | 0 |
Buy And Hold Return (%) | 6629.8058 | 6629.8058 | 6629.8058 | 6629.8058 | 6629.8058 | 6629.8058 |
Max Trade Drawdown | -114906 | -124646 | -39785 | -8674653 | -9158300 | -1370551 |
Profit Factor | 4.0752 | 5.7482 | 1.131 | 1.8002 | 1.9982 | 0.8482 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 29 | 17 | 46 | 29 | 17 |
Losing Trades | 23 | 5 | 18 | 23 | 5 | 18 |
Profitability (%) | 66.6667 | 85.2941 | 48.5714 | 66.6667 | 85.2941 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.0376 | 0.9911 | 1.1976 | 0.9001 | 0.3445 | 0.8981 |
Largest Winning Trade | 200187 | 200187 | 52823 | 8574283 | 8574283 | 742070 |
Largest Losing Trade | -74302 | -74302 | -21829 | -5375386 | -5375386 | -949420 |
Avg Bars in Trades | 144 | 282 | 10 | 144 | 282 | 10 |
Avg Bars in Winners | 136 | 212 | 7 | 136 | 212 | 7 |
Avg Bars in Losers | 160 | 686 | 13 | 160 | 686 | 13 |
Bars Traded | 9966 | 9589 | 377 | 9966 | 9589 | 377 |
Profit Streak | 125.6871 | 126.5205 | 125.6871 | 125.6871 | 126.5205 | 125.6871 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250938 | -144721 | -424385 | -98925 | 352506 | -580499 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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